On the maximal halfspace depth of permutation-invariant distributions on the simplex
Davy Paindaveine and
Germain Van Bever
Statistics & Probability Letters, 2017, vol. 129, issue C, 335-339
Abstract:
We compute the maximal halfspace depth for a class of permutation-invariant distributions on the probability simplex. The derivations are based on stochastic ordering results that so far were only showed to be relevant for the Behrens–Fisher problem.
Keywords: α-unimodality; Dirichlet distribution; Halfspace depth; Majorization; Stochastic ordering (search for similar items in EconPapers)
Date: 2017
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Persistent link: https://EconPapers.repec.org/RePEc:eee:stapro:v:129:y:2017:i:c:p:335-339
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DOI: 10.1016/j.spl.2017.06.019
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